Zulu was signed by Sundowns from Cape Umoya United (previously known as Platinum Stars) in the second half of last season along with Katlego Otladisa.
While Otladisa was told to stay in Phokeng until the end of the campaign, Zulu joined the team immediately and was unveiled in the January transfer window along with Gaston Sirino, Jeremy Brockie and Aubrey Ngoma.
However, the former Orlando Pirates man has barely featured for the Brazilians.
Zulu's prospects of game-time seemingly decreased further with the recent arrival of Lyle Lakay and Mosa Lebusa at Chloorkop, but he says Mosimane has given him words of encouragement amid interest in his services from other teams.
"There were clubs who showed interest in me and there was a club who wanted to buy me out," Zulu tells snl24.com/kickoff.
"But the coach told me, 'Your time of playing will come'. I myself wasn't prepared to move any time from Sundowns.
"Regarding those interested clubs, I won't reveal the names but I'll continue to stay at Sundowns because my time will come for me to play. There are so many games also on the horizon.
"In the meantime I'm learning at Sundowns. You know when you play football you are always learning every day.
"The belief is still there because he [Mosimane] always motivates me. He is always in constant talks with me. Every training we talk, we discuss, and ja there's a future at Sundowns."
The Kwanongoma-born defender is prepared to bide his time and doesn't feel lost in the system.
"The game of football is about competition, not to say that others who are preferred are better than others," Zulu adds.
"So my time will come. The coach always tells me your chance will come so I have to keep on working hard. Definitely game-time ... I'll get it because games are coming in thick and fast and there's fatigue, there's injuries, so there's still hope that I'll play.
"I don't feel like I'm lost in the system, no, no, no. Because everything we do as a team I'm always there. They include me in whatever is happening in the team.
"So I don't feel left out, not at all."